VCIT gamma max, delta neutral & open interest levels
As of close · rank #924 by open interest · snapshot page
VCIT closed 5.2% below its gamma max of 83.70. It is 2.3% below the delta neutral price of 81.47. Total open interest is 58,827, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VCIT
Where is VCIT's gamma max today?
As of Sep 11, 2026, the gamma max for VCIT is 83.70, +5.2% from the 79.60 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is VCIT above or below its delta neutral price?
VCIT closed below delta neutral: 79.60 against a delta neutral price of 81.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VCIT have?
58,827 contracts of open interest across 42 listed contracts on Sep 11, 2026, +0.1% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.